王晓虎 - 复旦大学

个人简介

复旦大学经济学院国际金融系副教授。2012年获得新加坡管理大学经济学博士学位。2013/08-2020/07曾在香港中文大学经济系工作，任职助理教授。主要研究领域为金融计量和实证资产定价。学术论文发表在Journal of Econometrics，Econometrics Journal, Econometric Reviews, Journal of International Money and Finance,Advances in Econometrics,Economics Letters,Econometrics,等学术期刊上。工作经历 2020/09 – 副教授，复旦大学，经济学院 2013/08 – 2020/07 助理教授, 香港中文大学，经济系 2012/07 – 2013/06 博士后研究员, 新加坡管理大学，沈基文金融经济研究院教育经历 2008/08 – 2012/06 新加坡管理大学, 经济学院，经济学博士 2006/09 – 2008/07 厦门大学, 王亚楠经济研究院，数量经济学硕士 2002/09 – 2006/06 武汉大学，高级经济研究中心，经济学学士，数学与应用数学学士

研究领域

计量经济学、统计金融与大数据金融、数理金融与金融风险管理

近期论文

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WANG, XH.,XIAO, WL., YU, J.“Modelling and Forecasting Realized Volatility with the Fractional Ornstein-Uhlenbeck Process”Journal of Econometrics, forthcoming WANG, XH., YU, J. “Bubble Testing under Polynomial Trends”Econometrics Journal, forthcoming WANG, XH.,XIAO WL., YU, J.“Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises”Advances in Econometrics, forthcoming GAO X., HU YC., WANG, HH.,WANG, XH., “Brexit and Global Fund Capital Reallocation” Journal of International Money and Finance, 2022, Volume 125 JIANG, L.,WANG, XH., YU, J.“In-fill Asymptotic Theory for Structural Break Point in Autoregressions”Econometric Reviews, 2021, 40, 359-386 PHILLIPS, P.C.B.,WANG, XH., ZHANG, YH.“HAR Testing for Spurious Regression in Trend” Econometrics, 2019, 7, 50 JIANG, L.,WANG XH., YU, J. “New Distribution Theory for the Estimation of Structural Break Point in Mean”Journal of Econometrics, 2018, 205, 156 – 176 WANG, XH.,YU, J.“Double Asymptotics for Explosive Continuous Time Models” Journal of Econometrics, 2016, 193, 35 – 53 WANG, XH.,YU, J.“Limit Theory for an Explosive Autoregressive Process” Economics Letters, 2015, 126, 176 – 180 WANG, XH.,PHILLIPS, P.C.B., YU, J.“Bias in Estimating Multivariate and Univariate Diffusions” Journal of Econometrics, 2011,161, 228-245 工作论文 WANG, XH.“Estimating the Persistency Matrix of Multivariate Diffusion Processes” Revision and Resubmission invited by Econometric Theory WANG, XH.,YU, J.“Latent Local-to-Unity Models” QIU, Y.,WANG, XH., XIE, T., YU, J., “Modeling and Forecasting Realized Volatility of Cryptocurrency”